+1,194.5%
RY vs AMP
+1,889.4%
-694.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.7% |
| 7D | -0.9% | +2.2% | -3.1% | -1.7% |
| 30D | +5.9% | +2.2% | +3.6% | +4.9% |
| 3M | -4.3% | -10.4% | +6.2% | -0.3% |
| 6M | +12.1% | +5.8% | +6.3% | +9.2% |
| YTD | +20.3% | +3.3% | +17.0% | +17.6% |
| 1Y | +41.0% | +11.1% | +29.9% | +33.9% |
| 3Y | +157.5% | +56.0% | +101.5% | +110.5% |
| 5Y | +123.2% | +76.1% | +47.1% | +70.8% |
| 10Y | +365.7% | +590.2% | -224.5% | +93.5% |
| All | +1,194.5% | +1,889.4% | -694.9% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling